bootlib

swMATH40642MaRDI QIDQ56342FDOQ56342

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Cited In (only showing first 100 items - show all)

• On generalized multinomial models and joint percentile estimation
• Empirical likelihood for the two-sample mean problem
• Managing the essential zeros in quantitative fatty acid signature analysis
• Estimation of biophysical parameters in a neuron model under random fluctuations
• Estimation and model selection of semiparametric multivariate survival functions under general censorship
• Bootstrap methods for epistemic fuzzy data
• Confidence intervals for the difference of two proportions estimated from pooled samples
• A general bootstrap algorithm for hypothesis testing
• Bootstrapping a change-point Cox model for survival data
• Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
• Improved Peňa-Rodriguez portmanteau test
• Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
• Minimum distance Lasso for robust high-dimensional regression
• Dynamic treatment regimes: technical challenges and applications
• Testing equality of correlation coefficients in two populations via permutation methods
• Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons
• Manipulation of the running variable in the regression discontinuity design: a density test
• Large shocks vs. small shocks. (Or does size matter? May be so.)
• LASSO and shrinkage estimation in Weibull censored regression models
• Resampling unbalanced ranked set samples with applications in testing hypothesis about the population mean
• Inferential methods for elasticity estimates
• The resampling of entropies with the application of biodiversity
• Fitting and testing the Marshall–Olkin extended Weibull model with randomly censored data
• The log-exponentiated Weibull regression model for interval-censored data
• Random weighting method for Cox's proportional hazards model
• Bootstrapping in non-regular smooth function models
• Edgeworth expansions and normalizing transforms for inequality measures
• Thresholding least-squares inference in high-dimensional regression models
• Estimating residual variance in random forest regression
• Goodness of fit tests for a class of Markov random field models
• Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests
• Nonparametric bootstrap tests of conditional independence in two-way contingency tables
• A nonparametric approach to measuring the sensitivity of an asset's return to the market
• Two-sample empirical likelihood method for difference between coefficients in linear regression model
• How accurate are confidence intervals for impulse responses in large VAR models?
• Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model
• Compare diagnostic tests using transformation-invariant smoothed ROC curves
• A short prehistory of the bootstrap
• Introduction to the bootstrap world
• Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions
• Bootstraps for time series
• Canonical correlation analysis based on information theory
• Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data
• Bandwidth selection for the smoothed bootstrap percentile method.
• Tempered stable Lévy motion driven by stable subordinator
• Model-robust regression and a Bayesian ``sandwich estimator
• Asymptotics and the theory of inference
• Reminiscences, and some explorations about the bootstrap
• Accurate parametric inference for small samples
• The nature of sensitivity in monotone missing not at random models
• Self-normalized Cramér-type large deviations for independent random variables.
• Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
• Multivariate generalized S-estimators
• Modeling Bromus diandrus seedling emergence using nonparametric estimation
• A stochastic carcinogenesis model incorporating multiple types of genomic instability fitted to colon cancer data
• Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy
• Homogeneity tests for several Poisson populations
• Simultaneous confidence intervals based on the percentile bootstrap approach
• Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
• Tail probability approximations for Student's \(t\)-statistics
• On robust input design for nonlinear dynamical models
• Sensitivity analysis of efficiency and Malmquist productivity indices: an application to Spanish savings banks
• Bootstrapping nonparametric density estimators with empirically chosen bandwidths.
• Managing uncertainty in orthopaedic trauma theatres.
• On a fast, robust estimator of the mode: comparisons to other robust estimators with applications
• Empirical identifiability in finite mixture models
• Multivariate process capability via Löwner ordering
• The impact of the bootstrap on statistical algorithms and theory
• Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
• Bootstrap-based ARMA order selection
• Inference in a bimodal Birnbaum-Saunders model
• Improved rank-based dependence measures for categorical data.
• Beyond first-order asymptotics for Cox regression
• Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data
• Statistical inference for inter-arrival times of extreme events in bursty time series
• Estimating reliability in proportional odds ratio models
• Spatial point process models for location-allocation problems
• GEE type inference for clustered zero-inflated negative binomial regression with application to dental caries
• Evaluation of a three-step method for choosing the number of bootstrap repetitions
• Estimation of prediction error by using \(K\)-fold cross-validation
• A dynamic model for rule induction tasks
• Confidence intervals based on robust regression
• A Bootstrap Test for Circular Data
• Variance computations for functionals of absolute risk estimates
• Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
• A test for a difference between spectral peak frequencies.
• Sufficient dimension reduction using Hilbert-Schmidt independence criterion
• Vine copula based likelihood estimation of dependence patterns in multivariate event time data
• Can we trust the bootstrap in high-dimensions? The case of linear models
• Spectral modeling of time series with missing data
• Evaluating subject-level incremental values of new markers for risk classification rule
• Overdispersion in allelic counts and \(\theta\)-correction in forensic genetics
• Are financial ratios relevant for trading credit risk? Evidence from the CDS market
• A semiparametric scale-mixture regression model and predictive recursion maximum likelihood
• From concentration profiles to concentration maps. New tools for the study of loss distributions
• A weighted least-squares approach to clusterwise regression
• Practical extreme value modelling of hydrological floods and droughts: a case study
• Application of two gamma distributions mixture to financial auditing
• Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence
• Monte Carlo modified profile likelihood in models for clustered data

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